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Percival D., Walden A. — Spectral Analysis for Physical Applications
Percival D., Walden A. — Spectral Analysis for Physical Applications



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Название: Spectral Analysis for Physical Applications

Авторы: Percival D., Walden A.

Аннотация:

This book is an up-to-date introduction to univariate spectral analysis aimed at graduate students, which reflects a new scientific awareness of spectral complexity, as well as the widespread use of spectral analysis on digital computers with considerable computational power. The text provides theoretical and computational guidance on the available techniques, emphasizing those that work in practice. It gives equal weight to both algorithms and statistical theory and is valuable for the many examples it gives showing the application of spectral analysis to real data sets. The book is unique in placing special emphasis on the multitaper technique, which can successfully handle spectra with intricate structure and data with or without spectral lines. The text contains a large number of exercises.


Язык: en

Рубрика: Физика/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 1993

Количество страниц: 611

Добавлена в каталог: 09.03.2014

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID
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Предметный указатель
Harmonic process, complex-valued, covariance of      468 542 544
Harmonic process, complex-valued, expected value of      468 542
Harmonic process, complex-valued, known frequencies      543
Harmonic process, complex-valued, unknown frequencies      543
Harmonic process, complex-valued, variance of      468 542
Harmonic process, real-valued      46 54 127 457
Harmonic process, real-valued, covariance of      467 540
Harmonic process, real-valued, expected value of      467 540
Harmonic process, real-valued, known frequencies      460 541
Harmonic process, real-valued, unknown frequencies      473 541
Harmonic process, real-valued, variance of      128 130 467 540
Harmonic process, real-valued, variance spectrum of      128
Harmonic tidal prediction      458
Harmonic tidal prediction at Southampton, England      458
Harmonic tidal prediction, harmonic constants      471
Harmonic tidal prediction, histograms      459—460
Harmonics      472 507
Harris, F.J.      258 488 551
Hasan, T.      185 551
Haykin, S.      555 558—559
Healey, D.J.      546
Healy, M.J.      547
Heisenberg's uncertainty principle      73—74 120
High-cut frequency      69
High-pass filter      170 176 185
Hilbert transform      136 530 537
Hilbert transform, frequency response function of      538
Hilbert transform, impulse response sequence of      538
Hilbert transform, transfer function of      538
Hilbert, D.      76 549
Hill, I.D.      379 551
Hua, Y.      535 551
Hudson, J.E.      552
Ice profile data      303
Ice profile data, lag window spectral estimator      307
Ice profile data, periodogram      305
Ice profile data, plot of      304
Identity matrix      534
Ihara, S.      424 551
IIR (infinite impulse response) filters      170 443
Ikebe, Y.      558
Image processing      116
Impulse response function      165
Impulse response sequence      166
Impulse response sequence of Hilbert transform      538
Index-limited sequence      101
Indirect nonparametric estimator      242
Infinite impulse response (IIR) filters      170 443
Innovations      25
Innovations process      392
Innovations variance      392 399 422
Integral equation      76 102
Integrated mean square error      273
Integrated spectrum      130 187 524
Integrated spectrum and linear filters      157
Integrated spectrum from cascaded filters      169
Integrated spectrum, absolutely continuous      141
Integrated spectrum, basic properties      138
Integrated spectrum, continuous parameter stationary process      135
Integrated spectrum, continuous singular function      141
Integrated spectrum, differentiability      144
Integrated spectrum, discrete parameter stationary process      130
Integrated spectrum, step function      141
Integrated square error      61 89
Integrated square error, minimization      61
Intraplate volcanism      24
Inverse discrete Fourier transform (inverse DFT)      111
Inverse Fourier transform      65
Inverse iteration      381
Investigating data      24
Irregularly sampled observations      332
Ishida, M.      278 280 553
Isserlis theorem      40 348
Isserlis, L.      40 551
Jackknifing      332
Jackson, D.D.      533—535 551
Jackson, P.L.      526 528 551
Jacovitti, G.      151 551
Jaynes, E.T.      423—424 551
Jenkins, G.M.      25 46 52 185 194 242 273 392 520 547 551
Jessup, A.      295
Jimenez, C.      194—195 554
Johnson, D.M.      164 553
Jones, N.B.      25 551
Jones, R.H.      25 229 432 435 445 455 517 552—553
Kahan, W.      533 550
Kaiser, J.F.      386 552
Kalman filter      432
Kapuniai, L.      552
Katz, R.W.      552
Kaveh, M.      445 552
Kay, S.M.      147 332 410 428—429 435—437 451 453 480 516 525 528—531 552
Kendall, D.G.      281 546
Kernel of an integral equation      76 102
Kernel type, Dirichlet's      26—27
Kernel type, Fejer's      95
Kernel type, Gaussian      82
Kernel type, rectangular      86
Kernel, degenerate      103
Kesler, S.B.      551—554 556—557
Kikkawa, S.      278 280 553
King, M.E.      333 553
Kleiner, B.      548
Klema, V.C.      558
Knuth, D.E.      34 550
Kolmogorov goodness of fit test      233
Koopmans, L.H.      127 155 229 553
Koslov, J.W.      445 553
Krishnaiah, P.R.      551 556
Kromer, R.E.      445 449 553
Kronecker delta function      79
kth order dpss taper      334
Kumaresan, R.      532 535—537 559
Kung, S.Y.      24 553
Kuo, C.      333 553
Kuo, F.F.      552
Lacoss, R.T.      437 523 553
Lag      36
Lag 1 scatter plot      4
Lag k scatter plot      5
Lag window      238 245 438
Lag window spectral estimator      240 320 352 439 442
Lag window spectral estimator, AR(2) data      309—310
Lag window spectral estimator, AR(4) data      314—335
Lag window spectral estimator, asymptotic unbiasedness      244
Lag window spectral estimator, asymptotic variance      269
Lag window spectral estimator, bias of      244
Lag window spectral estimator, computation of      284
Lag window spectral estimator, consistency of      249
Lag window spectral estimator, covariance of      249
Lag window spectral estimator, degrees of freedom      269
Lag window spectral estimator, distribution of      254 322 449
Lag window spectral estimator, equivalent degrees of freedom for      255
Lag window spectral estimator, expected value of      243 321 327
Lag window spectral estimator, ice profile data      306—307
Lag window spectral estimator, names for      242
Lag window spectral estimator, ocean wave data      300—301
Lag window spectral estimator, sea level residuals      470—471
Lag window spectral estimator, smoothing window bandwidth      269
Lag window spectral estimator, spectral window for      321
Lag window spectral estimator, summary of properties      269
Lag window spectral estimator, variance of      247 251 321
Lag window type, Bartlett      260 289
Lag window type, Daniell      263 300 303
Lag window type, Hamming      328
Lag window type, Hanning      328 538
Lag window type, modified Daniell      267
Lag window type, Papoulis      266
Lag window type, Parzen      265 300 306—310 314—315 328 442 470—471
Lag window, choice of      271—272 274
Lag window, examples      258
Lag window, reshaped      246 352
Lago, P.J.      551
Lagunas-Hernandez, M.A.      424 553
Landers, T.E.      437 553
Lang, S.W.      465 553
Lanning, E.N.      164 553
Lawrance, A.J.      434 553
Leakage      92 203 217 298 331 334—335 342 388—390 481 506
Leakage of smoothing window      272 442
Least squares      426 461 498
Least squares AR parameter estimator      426 453
Least squares AR parameter estimator, AR(1) process      455
Least squares AR parameter estimator, backward      427 434
Least squares AR parameter estimator, forward      427 433
Least squares AR parameter estimator, forward/backward      427 434 518—519 534
Least squares AR parameter estimator, singular value decomposition      537
Least squares autoregressive spectral estimator      428
Least squares autoregressive spectral estimator and Burg's algorithm      428
Least squares autoregressive spectral estimator and stationarity      428
Least squares autoregressive spectral estimator and Yule — Walker method      428
Least squares, unweighted      471
Least squares, weighted      471
Lebesgue decomposition theorem      141 467
Leeson, D.B.      546
Levinson — Durbin recursions      397 401—402 406 408 411 413—414 454 518
Levinson — Durbin recursions, complex-valued process      450
Levinson — Durbin recursions, step-down recursions      410
Likelihood function      429
Likelihood function, reduced      431
Lindberg, C.R.      333 553—556
Line Spectrum      141 456
Linear model      5
Linear regression, complex      465 498
Linear regression, real      461 463
Linear taper      206
Linear time-invariant (LTI) filters      153
Linear time-invariant (LTI) filters, analog      155
Linear time-invariant (LTI) filters, digital      164 236
Linear window      206
Liu, T.-C.      332 554
Local bias      214 272 332 343 356—357 359—361
Location of peak frequencies      488 519
Log likelihood function      429 431
Log spectral density function      280
Lorenzian spectral density function      152
Loss of resolution      272
Loupas, T.      40 554
Low-cut frequency      69
Low-pass filter      169
Lower triangular matrix      412 430 433
LTI (linear time-invariant) filters      153
Lysne, D.      414 433 554
Madan, R.N.      552
Makhoul, J.      38 181 424 435 517 519 552 554
Male speech      69
Mann — Wald theorem      446 449
Mann, H.B.      446 554
Mann, W.R.      34 558
Marple, S.L., Jr.      428—429 437 453 480 516 525 528—531 552 554
Martin, R.D.      218 298 439 446 548 554
Maximum confusion spectral analysis      424
Maximum entropy, principle of      421 423—424
Maximum entropy, spectral analysis (MESA)      215 393 414 420 422 424 443
Maximum likelihood AR parameter estimator      429 453
Maximum likelihood AR parameter estimator, approximations to      433
Maximum likelihood AR parameter estimator, AR(1) process      432
Maximum likelihood AR parameter estimator, distribution of      433
Maximum likelihood estimator (MLE)      429
McClellan, J.H.      465 553
McDicken, W.N.      40 554
McGunigal, T.E.      546
McLeod, A.I.      193 195 554
McWhirter, J.G.      552
Mean      6 33
Mean corrected direct spectral estimator      217 501
Mean integrated square error      282
Mean square error      191 366—368 410 489
Mean square error, integrated      273
Mean square linear prediction error      397 399 403 409 410 417—418 454
Mean, estimation of      188
Miller, K.S.      40 461 466 499 554
Mixed spectrum      141 332 461 470 472 489 540
Modified covariance method      429
Modified Daniell lag window      258 267
Modified periodogram      207
Moler, C.B.      558
Monro, D.M.      114 555
Moore, T.A.      552
Morettin, P.A.      164 409 555
Moving average (MA) process      43 442
Moving average (MA) process, invertibility      54
Moving average (MA) process, spectral density function of qth order      151 167
Moving average (MA) spectral estimator      442
Moving average (MA) spectral estimator and truncated periodogram      445
Moving average (MA) spectral estimator, existence of      444
Mullen, J.A., Jr.      546
Mullis, C.T.      333 555
Multidimensional spectra      332
Multitaper sinusoidal amplitude estimator (complex)      499 504 513
Multitaper spectral estimator      331
Multitaper spectral estimator and periodicity testing      496
Multitaper spectral estimator, adaptive      370
Multitaper spectral estimator, AR(4) data      340—342
Multitaper spectral estimator, bias of      343
Multitaper spectral estimator, covariance of eigenspectra      350 375
Multitaper spectral estimator, distribution of      343 360
Multitaper spectral estimator, distribution of, adaptive      370 377
Multitaper spectral estimator, eigenspectra      333 337 339 364
Multitaper spectral estimator, equivalent degrees of freedom, adaptive      370 377
Multitaper spectral estimator, equivalent degrees of freedom, nonadaptive      343
Multitaper spectral estimator, expected value of      334
Multitaper spectral estimator, Gaussian white noise      347
Multitaper spectral estimator, information recovery      344 349
Multitaper spectral estimator, motivating example      333
Multitaper spectral estimator, ocean wave data      371 373
Multitaper spectral estimator, Parseval's theorem and      371 377
Multitaper spectral estimator, resolution bandwidth      332 354
Multitaper spectral estimator, simple average      333
Multitaper spectral estimator, spectral window      334 340—342
Multitaper spectral estimator, summary      374
Multitaper spectral estimator, variance of      334 343 350
Multitaper spectral estimator, via quadratic spectral estimator      351
Multitaper spectral estimator, via regularization      361
Multitaper spectral estimator, weighted version for colored noise      370
Multitaper spectral estimator, weighted version for white noise      369
Multitaper spectral estimator, Willamette River data      513
Multitaper white noise variance estimator      504
Multitapering      331
Multivariate Gaussian (normal) distribution      7 446
Munk, W.      457 472 555
Murphy, A.H.      552
Murray, M.T.      469 555
Muscle contraction      25
Mutually uncorrelated random variables      10
Nakagawa, J.K.      552
Newton — Raphson method      479 525
Newton, H.J.      195 395 410 412 419 430 433 445—446 480 555
Nitzberg, R.      424 555
Non-Gaussian process      229
Noncentral chi-square distribution      494
Nonergodic process      55
Nonlinear relationship      8
Nonparametric estimation      17 20
Nonparametric spectral estimation      187
Nonparametric spectral estimation, AR(2) data      308
Nonparametric spectral estimation, AR(4) data      313
Nonparametric spectral estimation, ice profile data      303
Nonparametric spectral estimation, ocean wave data      295 372
Nonperiodic function      64
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